Girsanov's theorem in vector lattices

DOI10.1007/S11117-019-00649-5zbMath1429.46015OpenAlexW2912165410MaRDI QIDQ2328998

Coenraad C. A. Labuschagne, Jacobus J. Grobler

Publication date: 17 October 2019

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11117-019-00649-5

zbMATH Keywords

Brownian motionItô integralstochastic processmartingaleRiesz spaceGirsanov's theoremvector lattice

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Vector-valued measures and integration (46G10) Stochastic analysis (60H99) Ordered normed spaces (46B40) Applications of operator theory in probability theory and statistics (47N30)

Related Items (3)

Generalization of the theorems of Barndorff-Nielsen and Balakrishnan-Stepanov to Riesz spaces ⋮ A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability ⋮ A Girsanov result for the Pettis integral

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